topic restricted vs unrestricted regression in SAS Procedures

restricted vs unrestricted regression

lulube — Fri, 20 Mar 2020 14:24:30 GMT

Hello, I have two regressions :

the unrestricted one :

proc reg data=data;
model a = b c d;
run;
quit;

and the restricted one :

proc reg data=data ;
model a = c;
run;
quit;

My question is do we need to run those two regressions to have the restricted & unrestricted RSS ?

Thank you for your answer,

have a nice day

PaigeMiller — Fri, 20 Mar 2020 14:47:26 GMT

I think you have to do both regressions.

ballardw — Fri, 20 Mar 2020 18:09:47 GMT

It might help that Proc Reg is one of the procedures that will let you have multiple model statements.

The label, text with :, is the help reading the output to identify which model is shown.

proc reg data=data;
a_b_c_d: model a = b c d;
a_b:         model a = b;
a_c:         model a = c;
a_d:        model  a = d;
run;
quit;